一种非递推线性系统辩识算法

A New Non-Recursive Linear System Identification Algorithm

提出了最小二乘类辨识算法的全信息阵，通过对全信息阵的处理可同时获得在不同模型阶次下的参数估计和目标函数值。

We advance a complete information matrix of least square identification algorithm in this paper.Through the transformation of complete information matrix,the estimated parameters and values of object function for different model order can be obtained together.It provides convenience for parameter estimation and model order determination.